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18-025/IV - Forecasting with Bayesian Vector Autoregressions with Time Variation in the Mean


  • Authors
    Marta Banbura, European Central Bank, Germany; Andries van Vlodrop, VU Amsterdam, the Netherlands
  • Publication date
    March 21, 2018
  • Keywords
    Consensus forecasts, forecast evaluation, large cross-sections, state space models.
  • JEL
    C11, C32, C53, C55, E37.